Mathematical tools for Economics and Finance with Mathematica software

Copertina anteriore
Universitas Studiorum, 22 giu 2015 - 346 pagine

Mathematica is a scientific software dedicated to symbolic and numerical calculus, developed by a team directed by Stephen Wolfram. The potential applications are extremely wide and may comprise, for example, pure and applied Mathematics, Statistics, Economics, Finance and Engineering. The first version 1.0 was published on 1988 while the current version 10.0 was released on 2014. Mathematica also permits to develop sophisticated program code thanks to its own syntax and besides, it can be used as a highly accurate text Editor. This book is a complete and up-to-date guide to Mathematica Software.Contents: Introduction, Linear Algebra, Functions of a real variable, Functions of several variables, Implicit funcions theorem, Unconstrained optimization, Constrained optimization, Ordinary differential equations and systems, Dynamic optmization, Stochastic calculus, Financial Applications, etc.

 

Sommario

Introduction
7
Linear algebra
19
Functions of a real variable
31
Functions of several variables
43
Exercises
54
Unconstrained optimization
67
Constrained optimization inequality bounds
91
Difference equations and systems
157
Dynamic optimization II optimal control
223
31
244
Dynamic optimization III Bellmans optimality principle
253
Financial Applications
271
34
287
43
293
49
299
51
338

Dynamic optimization I calculus of variations
179
19
198
29
205

Parole e frasi comuni

Informazioni sull'autore (2015)

Giovanni Masala is Assistant Professor in financial mathematics in the Department of Economic and Business Science at the University of Cagliari (Italy).

Informazioni bibliografiche